+52.6%
OMC vs CCEP
+139.8%
-87.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +6.8% | +5.4% | +1.4% | +4.4% |
| 30D | +16.2% | +12.8% | +3.4% | +10.0% |
| 3M | +6.0% | +10.9% | -4.8% | +1.2% |
| 6M | +17.7% | +25.6% | -7.9% | +6.4% |
| YTD | +13.5% | +31.0% | -17.5% | -0.1% |
| 1Y | +27.2% | +32.3% | -5.1% | +11.4% |
| 3Y | +30.4% | +110.5% | -80.1% | -11.1% |
| All | +52.6% | +139.8% | -87.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CCEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling